Preheat the oven to 375F.

Place salmon fillets on a clean, flat surface. Gently rub the olive oil evenly into both fillets, and season with salt and pepper.

Lay out a flat piece of tin foil about 8 inches long. Lightly coat with non-stick spray.

Place both pieces of salmon, skin side down, in the center of the foil. Arrange two slices of lemon on the top of each fillet and seal the foil packet securely.

Place the foil packet in the center of an oven-safe baking dish. Bake the fish for about 15 to 20 minutes, or until the salmon is flaky.

In the meantime, prepare the dill sauce. In a small pan, heat the butter over medium-low heat.

Add the onion to the pan and cook until the onions are soft and mostly translucent, about 5 minutes.

Add the garlic, and stir for about 20 seconds.

Slowly pour in the whipping cream. Increase the heat to medium, and let the cream come up to a simmer.

Reduce heat to low, and stir in the salt, pepper, dill, and lemon zest. Simmer for 3 to 4 minutes. Remove the pan from the heat.

Serve the baked salmon the creamy dill sauce. Garnish with additional lemon slices and freshly chopped dill.